Anic Equity¶

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Total return since start: 0.69 %¶

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Equity now: -----------------------------> 51632.88 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48433.82 Kr¶

PnL: ---------------------------------------> -653.75 Kr¶

DD now: ---------------------------------> -0.6 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 15:27:11.626000'

Anic Portfolio¶

Today¶

Return: -0.012 %¶

This Week¶

Return: 8.638 %¶

Total¶

Return: 69.033 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU
C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HMS Networks 2 4.370000 812.400000 139.400000 20.710000 673.000000
FM Mattsson Mora Group B 54 -3.470000 3304.800000 124.800000 3.920000 3180.000006
Nordea Bank Abp 29 0.740000 3557.720000 103.720000 3.000000 3453.999992
SAAB B 8 1.100000 3454.400000 77.400000 2.290000 3377.000000
HEBA B 70 1.440000 2712.500000 76.500000 2.900000 2636.000010
Fasadgruppen Group 38 0.910000 4202.800000 61.800000 1.490000 4140.999992
Swedbank A 3 2.500000 616.200000 52.200000 9.260000 564.000000
Resurs Holding 22 1.120000 618.200000 44.200000 7.700000 573.999998
AcadeMedia 12 0.610000 594.960000 37.960000 6.820000 557.000004
MedCap 2 -1.080000 458.000000 37.000000 8.790000 421.000000
Samhällsbyggnadsbo. i Norden B 20 2.790000 390.500000 35.500000 10.000000 355.000000
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Intrum 4 2.260000 551.600000 24.600000 4.670000 527.000000
OEM International B 7 1.680000 551.600000 23.600000 4.470000 527.999997
Securitas B 6 1.910000 582.960000 12.960000 2.270000 570.000000
Eastnine 4 0.320000 502.400000 11.400000 2.320000 491.000000
Coor Service Management Hold. 8 1.050000 539.600000 7.600000 1.430000 532.000000
Fastighetsbolag. Emilshus Pref 21 -1.100000 565.950000 3.950000 0.700000 562.000005
Boozt 12 1.620000 1657.200000 3.200000 0.190000 1653.999996
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.100000 246.960000 0.960000 0.390000 246.000000
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 0.140000 545.000000 -1.000000 -0.180000 546.000000
Corem Property Group B 59 1.940000 574.660000 -2.340000 -0.410000 576.999999
Midsona B 63 0.660000 578.970000 -4.030000 -0.690000 582.999984
Sampo Oyj SDB 7 0.550000 3843.000000 -7.000000 -0.180000 3850.000000
CTEK 13 2.290000 511.290000 -22.710000 -4.250000 533.999999
International Petroleum Corp. 5 0.000000 562.500000 -32.070000 -5.390000 594.565215
Essity B 2 -1.650000 536.400000 -37.600000 -6.550000 574.000000
Vivesto 1368 -0.240000 559.510000 -53.490000 -8.730000 612.999432
Essity A 4 -1.280000 1078.000000 -71.000000 -6.180000 1149.000000
OX2 22 4.540000 1850.200000 -138.800000 -6.980000 1989.000002
Beijer Electronics Group 27 -1.980000 2943.000000 -141.000000 -4.570000 3083.999994
Axfood 15 -3.310000 3900.000000 -400.000000 -9.300000 4300.000005
Ovzon 64 -1.690000 3340.800000 -655.200000 -16.400000 3996.000000
TOTAL 48433.820000 -653.750000 -0.59968% 49087.564636

Updated:¶

'2023-02-01 15:27:24.514342'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶